Interest Rates Products

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CME Group’s Interest Rate products span the entire U.S. dollar-denominated yield curve including futures and options on the most widely followed U.S. Interest Rate benchmarks: Eurodollars, U.S. Treasury Securities, 30-Day Fed Funds, and Interest Rate Swaps.

We provide customers around the world with safe, efficient means for managing interest rate risk.

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.05 -0.005 Show Price Chart 99.055 99.06 99.04 215,568
10-Year T-Note Futures ZNU6 SEP 2016 SEP 2016 131'275 -0'030 Show Price Chart 131'310 132'010 131'220 866,483
Ultra 10-Year U.S. Treasury Note Futures TNU6 SEP 2016 SEP 2016 144'225 -0'040 Show Price Chart 144'270 144'295 144'165 78,384
30 Day Federal Funds Futures ZQV6 OCT 2016 OCT 2016 99.54 +0.005 Show Price Chart 99.535 99.54 99.525 48,054
5-Year USD MAC Swap Futures F1UU6 SEP 2016 103'245 -0'025 Show Price Chart 103'265 103'265 103'240 871
10-Year USD MAC Swap Futures N1UU6 SEP 2016 107'150 -0'045 Show Price Chart 107'195 107'195 107'135 1,033
Product Code Contract Last Change Chart Open High Low Globex Vol
Eurodollar Futures GEU6 SEP 2016 SEP 2016 99.115 -0.0025 Show Price Chart 99.115 99.1225 99.1075 169,756
Eurodollar Futures GEZ6 DEC 2016 DEC 2016 99.05 -0.005 Show Price Chart 99.055 99.06 99.04 215,568
Eurodollar Futures GEH7 MAR 2017 MAR 2017 99.01 -0.005 Show Price Chart 99.01 99.02 98.99 128,702
Eurodollar Futures GEM7 JUN 2017 JUN 2017 98.96 -0.01 Show Price Chart 98.97 98.975 98.945 179,199
Eurodollar Futures GEU7 SEP 2017 SEP 2017 98.92 -0.005 Show Price Chart 98.925 98.935 98.90 139,187
Eurodollar Futures GEZ7 DEC 2017 DEC 2017 98.87 -0.01 Show Price Chart 98.88 98.89 98.85 183,001
Eurodollar Futures GEH8 MAR 2018 MAR 2018 98.85 -0.01 Show Price Chart 98.855 98.865 98.825 116,113
Eurodollar Futures GEM8 JUN 2018 JUN 2018 98.82 -0.01 Show Price Chart 98.835 98.835 98.795 114,685
30 Day Federal Funds Futures ZQV6 OCT 2016 OCT 2016 99.54 +0.005 Show Price Chart 99.535 99.54 99.525 48,054
2-Year Eurodollar Bundle Futures BU2U6 SEP 2016 SEP 2016 - - Show Price Chart - - - 0
3-Year Eurodollar Bundle Futures BU3U6 SEP 2016 SEP 2016 - - Show Price Chart - - - 0
5-Year Eurodollar Bundle Futures BU5U6 SEP 2016 SEP 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year T-Note Futures ZTU6 SEP 2016 SEP 2016 109'072 0 Show Price Chart 109'072 109'077 109'055 219,683
5-Year T-Note Futures ZFU6 SEP 2016 SEP 2016 121'062 -0'020 Show Price Chart 121'087 121'095 121'022 660,081
10-Year T-Note Futures ZNU6 SEP 2016 SEP 2016 131'275 -0'030 Show Price Chart 131'310 132'010 131'220 869,444
Ultra 10-Year U.S. Treasury Note Futures TNU6 SEP 2016 SEP 2016 144'225 -0'040 Show Price Chart 144'270 144'295 144'165 78,816
Ultra U.S. Treasury Bond Futures UBU6 SEP 2016 SEP 2016 187'25 -0'28 Show Price Chart 188'23 188'23 187'25 115,721
U.S. Treasury Bond Futures ZBU6 SEP 2016 SEP 2016 171'19 -0'16 Show Price Chart 172'01 172'02 171'14 192,009

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

Product Code Contract Last Change Chart Open High Low Globex Vol
2-Year USD MAC Swap Futures T1UU6 SEP 2016 - - Show Price Chart - - - 0
5-Year USD MAC Swap Futures F1UU6 SEP 2016 103'245 -0'025 Show Price Chart 103'265 103'265 103'240 871
7-Year USD MAC Swap Futures S1UU6 SEP 2016 - - Show Price Chart - - - 0
10-Year USD MAC Swap Futures N1UU6 SEP 2016 107'150 -0'045 Show Price Chart 107'195 107'195 107'135 1,033
20-Year USD MAC Swap Futures E1UU6 SEP 2016 - - Show Price Chart - - - 0
30-Year USD MAC Swap Futures B1UU6 SEP 2016 125'26 -0'16 Show Price Chart 125'28 126'03 125'26 86
2-Year Euro MAC Swap Futures T1EU6 SEP 2016 - - Show Price Chart - - - 0

All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds.

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